+77.3%
SO vs USFD
+204.0%
-126.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.7% | +1.0% |
| 7D | -1.1% | +3.9% | -5.0% | -1.6% |
| 30D | +8.6% | +12.8% | -4.3% | +6.9% |
| 3M | +1.8% | +1.0% | +0.8% | +1.5% |
| 6M | +3.6% | +30.3% | -26.6% | +0.2% |
| YTD | +9.9% | +46.0% | -36.0% | +4.8% |
| 1Y | +5.7% | +49.6% | -43.9% | +0.5% |
| 3Y | +52.5% | +166.3% | -113.8% | +34.8% |
| 5Y | +77.3% | +208.4% | -131.1% | +51.1% |
| All | +77.3% | +204.0% | -126.6% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling